NEE option chain NextEra Energy, Inc.
Cboe delayed options data · as of 12:39 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±5.0% (75.80–83.81) · ATM IV 31.9% · P/C open interest 0.34
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 27.90 | 31.45 | 0.99 | 0.0010 | -0.008 | 50 | 0 | 0.0500 | 3 | 96.7% | -0.01 | 0.0010 | -0.008 | ||||
| 23.75 | 25.95 | 6 | 0.99 | 0.0017 | -0.009 | 55 | 0 | 0.0600 | 80.5% | -0.01 | 0.0018 | -0.009 | ||||
| 18.65 | 20.90 | 0.99 | 0.0031 | -0.011 | 60 | 0 | 0.0800 | 3 | 65.9% | -0.01 | 0.0031 | -0.011 | ||||
| 14.65 | 17.15 | 0.98 | 0.0052 | -0.013 | 64 | 0 | 0.1800 | 59.6% | -0.02 | 0.0052 | -0.013 | |||||
| 13.65 | 15.65 | 0.98 | 0.0060 | -0.014 | 65 | 0 | 0.1500 | 54.4% | -0.02 | 0.0060 | -0.014 | |||||
| 12.65 | 15.05 | 0.98 | 0.0070 | -0.014 | 66 | 0 | 0.9500 | 1 | 74.8% | -0.02 | 0.0070 | -0.015 | ||||
| 11.65 | 13.85 | 0.97 | 0.0082 | -0.015 | 67 | 0 | 0.7500 | 6 | 66.1% | -0.03 | 0.0082 | -0.015 | ||||
| 10.65 | 12.90 | 0.97 | 0.0098 | -0.016 | 68 | 0 | 0.7700 | 23 | 62.2% | -0.03 | 0.0098 | -0.017 | ||||
| 10.20 | 11.55 | 0.96 | 0.0118 | -0.018 | 69 | 0 | 0.5700 | 16 | 53.6% | -0.04 | 0.0118 | -0.018 | ||||
| 8.70 | 10.75 | 40 | 0.96 | 0.0144 | -0.019 | 70 | 0 | 0.6600 | 152 | 51.4% | -0.04 | 0.0145 | -0.020 | |||
| 7.75 | 10.35 | 2 | 37.1% | 0.95 | 0.0178 | -0.022 | 71 | 0.0400 | 0.3600 | 23 | 2 | 41.7% | -0.05 | 0.0180 | -0.022 | |
| 6.80 | 9.35 | 34.9% | 0.93 | 0.0225 | -0.025 | 72 | 0.1400 | 0.3700 | 3 | 468 | 40.2% | -0.07 | 0.0227 | -0.025 | ||
| 6.00 | 8.40 | 36.5% | 0.91 | 0.0288 | -0.029 | 73 | 0.0300 | 0.4300 | 9 | 45 | 35.1% | -0.09 | 0.0290 | -0.030 | ||
| 5.30 | 6.75 | 29 | 24.7% | 0.88 | 0.0368 | -0.036 | 74 | 0.2700 | 0.5500 | 18 | 108 | 37.0% | -0.12 | 0.0371 | -0.036 | |
| 4.70 | 5.80 | 100 | 135 | 29.7% | 0.84 | 0.0460 | -0.044 | 75 | 0.3300 | 0.4900 | 9 | 272 | 32.5% | -0.16 | 0.0464 | -0.044 |
| 4.30 | 4.75 | 15 | 613 | 32.1% | 0.79 | 0.0555 | -0.052 | 76 | 0.3900 | 0.8300 | 326 | 139 | 32.6% | -0.21 | 0.0561 | -0.053 |
| 3.40 | 5.00 | 15 | 42 | 40.0% | 0.73 | 0.0646 | -0.060 | 77 | 0.7300 | 1.06 | 133 | 73 | 33.1% | -0.27 | 0.0652 | -0.061 |
| 2.85 | 3.20 | 21 | 64 | 30.8% | 0.66 | 0.0724 | -0.066 | 78 | 1.02 | 1.39 | 23 | 127 | 32.8% | -0.34 | 0.0732 | -0.067 |
| 2.36 | 2.69 | 23 | 162 | 32.5% | 0.59 | 0.0781 | -0.070 | 79 | 1.38 | 1.77 | 27 | 220 | 32.2% | -0.42 | 0.0790 | -0.071 |
| 1.82 | 2.15 | 138 | 1,972 | 32.2% | 0.51 | 0.0811 | -0.071 | 80 | 1.85 | 2.19 | 28 | 147 | 31.6% | -0.50 | 0.0820 | -0.072 |
| 1.19 | 1.59 | 11 | 1,808 | 29.7% | 0.43 | 0.0807 | -0.069 | 81 | 2.38 | 2.77 | 15 | 31.5% | -0.58 | 0.0818 | -0.070 | |
| 0.9800 | 1.40 | 26 | 109 | 32.5% | 0.35 | 0.0770 | -0.064 | 82 | 2.89 | 3.45 | 13 | 30.8% | -0.66 | 0.0782 | -0.065 | |
| 0.7000 | 0.9000 | 162 | 141 | 30.8% | 0.28 | 0.0702 | -0.057 | 83 | 3.50 | 4.10 | 8 | 29.1% | -0.73 | 0.0716 | -0.058 | |
| 0.2900 | 0.8100 | 32 | 82 | 30.3% | 0.21 | 0.0610 | -0.049 | 84 | 4.10 | 5.80 | 62 | 36.8% | -0.80 | 0.0626 | -0.050 | |
| 0.3000 | 0.4000 | 7 | 189 | 29.4% | 0.16 | 0.0510 | -0.041 | 85 | 4.95 | 6.65 | 2 | 38.0% | -0.85 | 0.0527 | -0.043 | |
| 0.1900 | 0.4900 | 2 | 101 | 32.8% | 0.12 | 0.0417 | -0.035 | 86 | 5.80 | 7.55 | 1 | 39.1% | -0.89 | 0.0432 | -0.036 | |
| 0.0900 | 0.5400 | 1 | 8 | 35.5% | 0.10 | 0.0341 | -0.031 | 87 | 6.75 | 8.45 | 40.9% | -0.91 | 0.0353 | -0.032 | ||
| 0.0400 | 0.4200 | 7 | 19 | 35.8% | 0.08 | 0.0284 | -0.029 | 88 | 7.70 | 9.40 | 43.0% | -0.93 | 0.0292 | -0.030 | ||
| 0 | 1.66 | 3 | 56.7% | 0.07 | 0.0241 | -0.027 | 89 | 8.65 | 10.40 | 45.6% | -0.94 | 0.0247 | -0.028 | |||
| 0.0100 | 0.1500 | 2 | 104 | 33.7% | 0.07 | 0.0208 | -0.026 | 90 | 9.65 | 11.35 | 47.9% | -0.95 | 0.0213 | -0.027 | ||
| 0 | 1.60 | 1 | 63.1% | 0.06 | 0.0183 | -0.026 | 91 | 10.65 | 12.35 | 51.1% | -0.95 | 0.0186 | -0.027 | |||
| 0 | 2.15 | 2 | 2 | 73.5% | 0.05 | 0.0162 | -0.026 | 92 | 10.90 | 13.35 | -0.96 | 0.0165 | -0.026 | |||
| 0 | 1.36 | 1 | 66.5% | 0.05 | 0.0146 | -0.025 | 93 | 11.90 | 14.55 | 40.4% | -0.96 | 0.0147 | -0.026 | |||
| 0 | 0.9500 | 63.1% | 0.05 | 0.0131 | -0.025 | 94 | 12.90 | 15.35 | -0.96 | 0.0132 | -0.026 | |||||
| 0 | 0.9500 | 66.0% | 0.04 | 0.0119 | -0.025 | 95 | 14.65 | 16.45 | 64.9% | -0.96 | 0.0120 | -0.025 | ||||
| 0 | 1.35 | 87.1% | 0.03 | 0.0079 | -0.024 | 100 | 19.25 | 21.45 | 68.0% | -0.97 | 0.0078 | -0.023 | ||||
| 0 | 1.15 | 96.5% | 0.03 | 0.0057 | -0.022 | 105 | 24.65 | 26.45 | 91.1% | -0.98 | 0.0055 | -0.022 | ||||
| 0 | 0.7100 | 97.9% | 0.02 | 0.0043 | -0.021 | 110 | 29.65 | 31.65 | 107.5% | -0.98 | 0.0041 | -0.020 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs